Nonexponential asymptotics for the solutions of renewal equations, with applications
2006 ◽
Vol 43
(3)
◽
pp. 815-824
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Keyword(s):
Nonexponential asymptotics for solutions of two specific defective renewal equations are obtained. These include the special cases of asymptotics for a compound geometric distribution and the convolution of a compound geometric distribution with a distribution function. As applications of these results, we study the asymptotic behavior of the demographic birth rate of females, the perpetual put option in mathematics of finance, and the renewal function for terminating renewal processes.
2006 ◽
Vol 43
(03)
◽
pp. 815-824
◽
2001 ◽
Vol 33
(03)
◽
pp. 674-689
◽
2001 ◽
Vol 33
(3)
◽
pp. 674-689
◽
Keyword(s):
2005 ◽
Vol 37
(03)
◽
pp. 836-856
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2011 ◽
Vol 236
(6)
◽
pp. 1042-1054
2010 ◽
Vol 47
(1)
◽
pp. 146-156
◽
2000 ◽
Vol 37
(04)
◽
pp. 925-935
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Keyword(s):
1974 ◽
Vol 11
(03)
◽
pp. 605-608
◽